Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values
Published in Proceedings of Machine Learning Research (PMLR), 2020
Recommended citation: Weichwald, Sebastian, et al. "Causal structure learning from time series: Large regression coefficients may predict causal links better in practice than small p-values." NeurIPS 2019 Competition and Demonstration Track. PMLR, 2020. http://proceedings.mlr.press/v123/weichwald20a/weichwald20a.pdf
In this paper we attempt to explain how and why raw coefficient estimates may sometimes be better at prediciting causal links in dynamical systems than their corresponding p-values.
Recommended citation: Sebastian Weichwald, Martin E. Jakobsen, Phillip B. Mogensen, Lasse Petersen, Nikolaj Thams, Gherardo Varando ; PMLR 123:27-36.